Samco Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.84% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1980 | 5.36 | |
| 0.1398 | 5.37 | |
| 0.6572 | 9.79 | |
| 0.2648 | 2.48 | |
| -0.2634 | -1.59 | |
| -0.0115 | -0.10 | |
| -0.1091 | -1.06 | |
| 0.1832 | 1.72 | |
| 0.0854 | 0.77 | |
| -0.3122 | -2.79 | |
| 0.2285 | 2.67 | |
| -0.0826 | -1.73 |
Estimation Period:
Aug 16, 2001 to Feb 13, 2026
Aug 16, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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